Anic Equity¶

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Total return since start: 0.624 %¶

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Equity now: -----------------------------> 49619.4 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43606.03 Kr¶

PnL: ---------------------------------------> -1269.55 Kr¶

DD now: ---------------------------------> -6.591 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-21 16:30:03.315728'

Anic Portfolio¶

Today¶

Return: 0.085 %¶

This Week¶

Return: -2.23 %¶

Total portfolio value¶

Return including deposits: 62.441 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 6.710000 1524.910000 101.910000 7.160000 1423.000014
Nederman Holding 1 -1.900000 207.000000 8.000000 4.020000 199.000000
Hennes & Mauritz B 6 -0.990000 915.960000 3.960000 0.430000 912.000000
Eastnine 6 0.370000 658.800000 1.800000 0.270000 657.000000
BioGaia B 8 2.730000 904.000000 0.000000 0.000000 904.000000
Atrium Ljungberg B 5 1.060000 903.500000 -0.500000 -0.060000 904.000000
INVISIO 15 0.420000 3570.000000 -2.000000 -0.060000 3571.999995
ASSA ABLOY B 4 0.000000 988.800000 -4.200000 -0.420000 993.000000
Profoto Holding 7 -1.440000 576.800000 -5.200000 -0.890000 581.999999
JM 7 -0.150000 938.700000 -11.300000 -1.190000 950.000002
AcadeMedia 20 -0.740000 962.800000 -15.200000 -1.550000 978.000000
OX2 12 -1.460000 893.400000 -15.600000 -1.720000 909.000000
Biotage 1 -6.270000 133.100000 -15.900000 -10.670000 149.000000
Bufab 3 0.000000 1059.600000 -16.400000 -1.520000 1076.000001
Gränges 10 0.290000 1021.000000 -18.000000 -1.730000 1039.000000
Vitrolife 3 0.180000 658.200000 -18.800000 -2.780000 677.000001
Vitec Software Group B 2 -2.080000 1082.000000 -22.000000 -1.990000 1104.000000
Creaspac SPAC 40 0.000000 3812.000000 -22.000000 -0.570000 3834.000000
Hexatronic Group 15 0.290000 1047.600000 -23.400000 -2.180000 1071.000000
Latour B 4 -1.890000 832.000000 -24.000000 -2.800000 856.000000
Investor B 3 -1.130000 630.450000 -27.550000 -4.190000 657.999999
Sandvik 4 0.150000 819.600000 -28.400000 -3.350000 848.000000
Addnode Group B 7 -1.420000 875.000000 -30.000000 -3.310000 904.999998
Hoist Finance 36 0.930000 981.000000 -30.000000 -2.970000 1010.999988
Alimak Group 12 0.120000 973.200000 -33.800000 -3.360000 1007.000004
Byggmax Group 33 -0.350000 932.580000 -34.420000 -3.560000 966.999990
Sagax B 4 -2.260000 848.400000 -36.600000 -4.140000 885.000000
Sagax A 4 -3.210000 844.000000 -42.000000 -4.740000 886.000000
SKF B 5 -1.420000 935.000000 -45.000000 -4.590000 980.000000
EQT 4 -2.590000 827.200000 -45.800000 -5.250000 873.000000
Catena 2 0.370000 759.200000 -46.800000 -5.810000 806.000000
Orrön Energy 170 -2.870000 1995.460000 -50.540000 -2.470000 2045.999980
Platzer Fastigheter Holding B 12 -0.920000 900.000000 -51.000000 -5.360000 951.000000
HEXPOL B 8 -5.610000 888.800000 -68.200000 -7.130000 957.000000
Hexagon B 26 -1.340000 3338.400000 -81.600000 -2.390000 3420.000012
VEF 788 -1.570000 1784.030000 -118.970000 -6.250000 1903.000300
Sedana Medical 93 0.730000 2583.540000 -400.040000 -13.410000 2983.577733
TOTAL 43606.030000 -1269.550000 -6.5906% 44875.578016

Updated:¶

'2023-06-21 16:30:21.866302'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶